Quantitative Trading with R: Understanding Mathematical and Computational Tools from a Quant's Perspective

Quantitative Finance with R offers a winning strategy for devising expertly-crafted and workable trading models using the R open source programming language, providing readers with a step-by-step approach to understanding complex quantitative finance problems and building functional computer code.


Author: Harry Georgakopoulos
Publisher: Palgrave MacMillan
Published: 01/20/2015
Pages: 272
Binding Type: Paperback
Weight: 0.91lbs
Size: 9.21h x 6.14w x 0.62d
ISBN: 9781349469864

About the Author
Harry Georgakopoulos is the Head of Digital Assets at Blue Fire Capital, LLC. Harry started his career as an Electrical Engineer at Motorola and eventually found himself developing and trading high frequency strategies in equities, futures, options and digital (crypto) assets. He holds a Master's degree in Electrical Engineering from NTU, as well as, a Master's degree in Financial Mathematics from The University of Chicago. Harry has also been an adjunct lecturer in the Financial Risk Management program for more than 5 years at Loyola University in Chicago.